ECBOT 10 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 117-040 117-010 -0-030 -0.1% 119-300
High 117-060 117-060 0-000 0.0% 120-020
Low 116-240 116-080 -0-160 -0.4% 117-000
Close 117-030 116-120 -0-230 -0.6% 117-030
Range 0-140 0-300 0-160 114.3% 3-020
ATR 0-230 0-235 0-005 2.2% 0-000
Volume 12,064 6,454 -5,610 -46.5% 22,818
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 119-133 118-267 116-285
R3 118-153 117-287 116-202
R2 117-173 117-173 116-175
R1 116-307 116-307 116-148 116-250
PP 116-193 116-193 116-193 116-165
S1 116-007 116-007 116-092 115-270
S2 115-213 115-213 116-065
S3 114-233 115-027 116-038
S4 113-253 114-047 115-275
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 127-077 125-073 118-249
R3 124-057 122-053 117-300
R2 121-037 121-037 117-210
R1 119-033 119-033 117-120 118-185
PP 118-017 118-017 118-017 117-252
S1 116-013 116-013 116-260 115-165
S2 114-317 114-317 116-170
S3 111-297 112-313 116-080
S4 108-277 109-293 115-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-110 116-080 3-030 2.7% 0-264 0.7% 4% False True 7,623
10 120-020 116-080 3-260 3.3% 0-241 0.6% 3% False True 4,961
20 120-020 116-080 3-260 3.3% 0-222 0.6% 3% False True 2,963
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-055
2.618 119-205
1.618 118-225
1.000 118-040
0.618 117-245
HIGH 117-060
0.618 116-265
0.500 116-230
0.382 116-195
LOW 116-080
0.618 115-215
1.000 115-100
1.618 114-235
2.618 113-255
4.250 112-085
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 116-230 117-090
PP 116-193 116-313
S1 116-157 116-217

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols